+8,499.7%
SPXL vs BDX
+373.8%
+8,125.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.6% |
| 7D | -1.3% | -3.6% | +2.3% | +3.1% |
| 30D | -5.0% | +0.7% | -5.7% | -6.2% |
| 3M | +7.6% | +19.0% | -11.4% | -15.7% |
| 6M | +33.6% | +10.8% | +22.8% | +12.8% |
| YTD | +28.1% | +20.1% | +8.0% | -4.1% |
| 1Y | +43.6% | +23.1% | +20.6% | +3.1% |
| 3Y | +225.8% | -8.8% | +234.6% | +219.6% |
| 5Y | +140.1% | -1.4% | +141.5% | +109.9% |
| 10Y | +1,248.4% | +60.5% | +1,187.9% | +418.2% |
| All | +8,499.7% | +373.8% | +8,125.9% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling